+39.1%
O vs STLD
+119.8%
-80.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | -0.4% | +2.9% | -3.3% | -0.5% |
| 30D | +7.1% | -5.6% | +12.7% | +7.3% |
| 3M | -5.2% | -11.7% | +6.5% | -4.9% |
| 6M | -1.8% | -2.8% | +1.0% | -1.9% |
| YTD | +9.1% | +36.4% | -27.4% | +7.3% |
| 1Y | +9.7% | +50.0% | -40.3% | +7.5% |
| 3Y | +39.1% | +122.3% | -83.2% | +27.4% |
| All | +39.1% | +119.8% | -80.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling